Yang, Jingyang; Choi, Yoon; Li, Shenghong; Yu, Jinping - In: European Journal of Operational Research 200 (2010) 3, pp. 924-925
Kimura and Shinohara [T. Kimura, T. Shinohara, Monte Carlo analysis of convertible bonds with reset clauses, European Journal of Operational Research 168 (2006) 301-310] analyze the value of a non-callable convertible bond with a reset clause. For a reset convertible bond, the conversion ratio...